[图书][B] Uncertainty quantification in variational inequalities: theory, numerics, and applications

J Gwinner, B Jadamba, AA Khan, F Raciti - 2021 - taylorfrancis.com
Uncertainty Quantification (UQ) is an emerging and extremely active research discipline
which aims to quantitatively treat any uncertainty in applied models. The primary objective of …

Stochastic variational inequality problems: Applications, analysis, and algorithms

UV Shanbhag - Theory driven by influential applications, 2013 - pubsonline.informs.org
Deterministic finite-dimensional variational inequality problems represent a tool for capturing
a broad range of optimization and equilibrium problems in application settings ranging from …

Random variational inequalities and the random traffic equilibrium problem

P Daniele, S Giuffrè - Journal of Optimization Theory and Applications, 2015 - Springer
In the paper we study, in a Hilbert space setting, a general random traffic equilibrium
problem and characterize the random Wardrop equilibrium distribution by means of a …

On the existence of solutions to stochastic quasi-variational inequality and complementarity problems

U Ravat, UV Shanbhag - Mathematical Programming, 2017 - Springer
Variational inequality problems allow for capturing an expansive class of problems,
including convex optimization problems, convex Nash games and economic equilibrium …

Variational inequality approach to stochastic Nash equilibrium problems with an application to Cournot oligopoly

B Jadamba, F Raciti - Journal of Optimization Theory and Applications, 2015 - Springer
In this note, we investigate stochastic Nash equilibrium problems by means of monotone
variational inequalities in probabilistic Lebesgue spaces. We apply our approach to a class …

[HTML][HTML] A random elastic traffic equilibrium problem via stochastic quasi-variational inequalities

A Barbagallo, SGL Bianco - Communications in Nonlinear Science and …, 2024 - Elsevier
The aim of the paper is to introduce a random elastic traffic equilibrium problem in a Hilbert
space setting. The equilibrium condition is expressed by a random extension of the elastic …

Regularized sample average approximation approach for two-stage stochastic variational inequalities

J Jiang, S Li - Journal of Optimization Theory and Applications, 2021 - Springer
Sample average approximation (SAA) approach for two-stage stochastic variational
inequalities (SVIs) with continuous probability distributions, where the second-stage …

Regularization of stochastic variational inequalities and a comparison of an Lp and a sample-path approach

B Jadamba, AA Khan, F Raciti - Nonlinear Analysis: Theory, Methods & …, 2014 - Elsevier
This paper aims to study stochastic variational inequalities with special emphasis to
incorporate uncertainty in transportation models. The main contribution of this paper is two …

A migration equilibrium model with uncertain data and movement costs

A Causa, B Jadamba, F Raciti - Decisions in Economics and Finance, 2017 - Springer
In this paper, we consider a variational inequality model of migration in which populations
move according to the utility functions corresponding to various locations and movement …

A stochastic Nash equilibrium problem for medical supply competition

G Fargetta, A Maugeri, L Scrimali - Journal of Optimization Theory and …, 2022 - Springer
In this paper, we study the competition of healthcare institutions for medical supplies in
emergencies caused by natural disasters. In particular, we develop a two-stage procurement …